+728.4%
ROK vs VIG
+655.7%
+72.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.1% | +3.1% | +3.0% | +1.6% |
| 30D | -6.5% | +5.0% | -11.5% | -12.4% |
| 3M | -10.2% | +2.7% | -12.9% | -13.2% |
| 6M | -10.6% | +11.0% | -21.6% | -22.7% |
| YTD | +4.9% | +16.0% | -11.1% | -14.3% |
| 1Y | +3.8% | +16.3% | -12.4% | -15.4% |
| 3Y | +63.5% | +66.8% | -3.3% | -19.0% |
| 5Y | +30.9% | +64.8% | -33.8% | -33.4% |
| 10Y | +266.4% | +263.6% | +2.8% | -41.8% |
| All | +728.4% | +655.7% | +72.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling